-50.2%
BROS vs THC
+274.4%
-324.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -21.2% | +3.7% | -24.9% | -22.1% |
| 30D | -11.6% | +9.0% | -20.6% | -13.8% |
| 3M | -36.7% | +10.4% | -47.1% | -38.7% |
| 6M | -42.8% | +45.7% | -88.5% | -49.7% |
| YTD | -44.8% | +42.6% | -87.4% | -51.8% |
| 1Y | -36.5% | +38.8% | -75.3% | -44.3% |
| 3Y | +27.0% | +418.8% | -391.9% | -34.6% |
| All | -50.2% | +274.4% | -324.6% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling